CAMA Working Papers

from Australian National University, Centre for Applied Macroeconomic Analysis
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2007-10: INCORPORATING RIGIDITY IN THE TIMING STRUCTURE OF MACROECONOMIC GAMES

Jan Libich and Petr Stehlik

2007-09: TWO ISSUES IN CARBON PRICING: TIMING AND COMPETITIVENESS

David Pearce and Warwick Mckibbin

2007-08: THE IMPACT OF FISCAL POLICY ON LABOR SUPPLY AND EDUCATION IN AN ECONOMY WITH HOUSEHOLD AND MARKET PRODUCTION

Alison Lee Booth and Melvyn Glyn Coles

2007-07: A MICROFOUNDATION FOR INCREASING RETURNS IN HUMAN CAPITAL ACCUMULATION AND THE UNDER-PARTICIPATION TRAP

Alison Lee Booth and Melvyn Glyn Coles

2007-06: ENDOGENOUS FERTILITY POLICY AND UNFUNDED PENSIONS

Alison Lee Booth and Facundo Sepulveda

2007-05a: THE 2006 SIR LESLIE MELVILLE LECTURE: FROM NATIONAL TO INTERNATIONAL CLIMATE CHANGE POLICY

Warwick Mckibbin

2007-05: OPEN ECONOMY DSGE-VAR FORECASTING AND POLICY ANALYSIS: HEAD TO HEAD WITH THE RBNZ PUBLISHED FORECASTS

Kirdan Lees, Troy D. Matheson and Christie Smith

2007-04: DOMESTIC INVESTMENT AND EXTERNAL IMBALANCES IN EAST ASIA

Jong-Wha Lee and Warwick Mckibbin

2007-03: TRANSMITTING SHOCKS TO THE ECONOMY: THE CONTRIBUTION OF INTEREST AND EXCHANGE RATES AND THE CREDIT CHANNEL

Edda Claus and Iris Claus

2007-02: EXCHANGE RATE MARKETS AND CONSERVATIVE INFERENTIAL EXPECTATIONS

Gordon Menzies and Daniel John Zizzo

2007-01: LEARNING AND INTERNATIONAL TRANSMISSION SHOCKS

Warwick Mckibbin and Kang Yong Tan

2006-25: GAINS FROM COMMITMENT POLICY FOR A SMALL OPEN ECONOMY: THE CASE OF NEW ZEALAND

Philip Liu

2006-24: UNCOVERING THE HIT-LIST FOR SMALL INFLATION TARGETERS: A BAYESIAN STRUCTURAL ANALYSIS

Timothy Kam, Kirdan Lees and Philip Liu

2006-23: THE RELATIVE IMPORTANCE OF MONETARY POLICY TRANSMISSION CHANNELS IN MALAYSIA

Hsiao Chink Tang

2006-22: AN EXPLICIT INFLATION TARGET AS A COMMITMENT DEVICE

Jan Libich

2006-21: THE NEW ZEALAND BUSINESS CYCLE: RETURN TO GOLDEN DAYS?

Viv B. Hall and Christopher John McDermott

2006-20: TAXATION AND FINANCE CONSTRAINED FIRMS

Iris Claus

2006-19: COMMODITY CURRENCIES AND CURRENCY COMMODITIES

Kenneth W. Clements and Renee A. Fry

2006-18: BEVERRIDGE NELSON DECOMPOSITION WITH MARKOV SWITCHING

Chin Nam Low, Heather M. Anderson and Ralph David Snyder

2006-17: MONETARY POLICY IN ILLIQUID MARKETS: OPTIONS FOR A SMALL OPEN ECONOMY

Edda Claus, Mardi Dungey and Renee A. Fry

2006-16: MONOPOLISTIC UNIONS, BRAINARD UNCERTAINTY, AND OPTIMAL MONETARY POLICY

Timo Henckel

2006-15: A CREDIBLE FOUNDATION FOR LONG TERM INTERNATIONAL COOPERATION ON CLIMATE CHANGE

Warwick Mckibbin and Peter J Wilcoxen

2006-13: AN ASIAN MONETARY UNION?

Hsiao Chink Tang

2006-12: CAN STRUCTURAL SMALL OPEN ECONOMY MODELS ACCOUNT FOR THE INFLUENCE OF FOREIGN DISTURBANCES?

Alejandro Justiniano and Bruce Preston

2006-11: SOVEREIGN RISK IN THE CLASSICAL GOLD STANDARD ERA

Gavin Cameron, Prasanna Gai and Kang Yong Tan

2006-10: ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS

Martin Fukac and Adrian Rodney Pagan

2006-09: ENDOGENOUS CONTAGION - A PANEL DATA ANALYSIS

Dirk Baur and Renee A. Fry

2006-08: EDUCATION INEQUALITY, HUMAN CAPITAL INEQUALITY AND THE KUZNETS CURVE

Audrey Siew Kim Lim and Kam Ki Tang

2006-07: ESTIMATES OF TECHNOLOGY AND CONVERGENCE: SIMULATION RESULTS

Graeme M. Wells and Thanasis Stengos

2006-06: THE GLOBAL MACROECONOMIC CONSEQUENCES OF A DEMOGRAPHIC TRANSITION

Warwick Mckibbin

2006-05: THE ASYMMETRIC EFFECT OF THE BUSINESS CYCLE ON THE RELATION BETWEEN STOCK MARKET RETURNS AND THEIR VOLATILITY

Peter Smith, Steffen Sorensen and Michael R. Wickens

2006-04: CREDIT MARKET FRICTIONS IN AN OPEN ECONOMY

Iris Claus and Kunhong Kim

2006-03: THE DESIRABLE SMOOTH OPERATOR, INCOMPLETE PASS THROUGH AND THE "ZERO BOUND"

Timothy Kam

2006-02: INFLEXIBILITY OF INFLATION TARGETING REVISITED: MODELING THE "ANCHORING"EFFECT

Jan Libich

2006-01: INEQUALITY AND THE DUAL ECONOMY: TECHNOLOGY ADOPTION WITH SPECIFIC AND GENERAL SKILLS

Ashley Lester

2005-29: ENVIRONMENTAL CONSEQUENCES OF RISING ENERGY USE IN CHINA

Warwick Mckibbin

2005-28: INFLATION TARGETING IN INDIA: ISSUES AND PROSPECTS

Raghbendra Jha

2005-27: ESTIMATING A MODEL OF INFLATION IN TAJIKISTAN

Zavkidjon Zavkiev

2005-26: RAMSEY FISCAL AND MONETARY POLICY UNDER STICKY PRICES AND LIQUID BONDS

Yifan Hu and Timothy Kam

2005-25: THE US TREASURY MARKET IN AUGUST 1998: UNTANGLING THE EFFECTS OG HONG KONG AND RUSSIA WITH HIGH FREQUENCY DATA

Mardi Dungey, Charles Goodhart and Demosthenes N. Tambakis

2005-22: AN AUSTRALASIAN CURRENCY, NEW ZEALAND ADOPTING THE US DOLLAR, OR AN INDEPENDENT MONETARY POLICY?

Viv B. Hall

2005-21: CONSTRUCTING A 2001 SOCIAL ACCOUNTING MATRIX OF TAJIKISTAN

Zavkidjon Zavkiev

2005-20: SYNCHRONISATION OF FINANCIAL CRISES

Mardi Dungey, Jan Jacobs and Lestano

2005-19: SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH

Renee A. Fry and Adrian Rodney Pagan

2005-18: FINANCIAL INTERMEDICATION AND THE COST OF CAPITAL IN AN OPEN ECONOMY

Iris Claus

2005-17: AGGREGATE INVESTMENT IN THE PEOPLE'S REPUBLIC OF CHINA: A COMMENT

Jesus Felipe

2005-16: NEW ZEALAND'S ECONOMIC REFORMS AND CHANGING PRODUCTION STRUCTURE

Edda Claus and Iris Claus

2005-15: SHOCKS AND SYSTEMIC INFLUENCES: CONTAGION IN GLOBAL EQUITY MARKETS IN 1998

Mardi Dungey, Renee A. Fry, Brenda Gonzales-Hermosillo and Vance Lindsay Martin

2005-14: BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS?

Graham Elliott, Ivana Komunjer and Allan Timmermann

2005-13: GLOBAL DEMOGRAPHIC CHANGE AND JAPANESE MACROECONOMIC PERFORMANCE

Warwick Mckibbin

2005-12: INFERENTIAL EXPECTATIONS

Gordon Menzies and Daniel John Zizzo

2005-10: CONVERGENCE AND PER CAPITA CARBON EMISSIONS

Warwick Mckibbin and Alison Stegman

2005-09: FISCAL POLICY AND ECONOMIC ACTIVITY: US EVIDENCE

K Peren Arin and Faik Koray

2005-08: CONVERGENCE IN CARBON EMISSIONS PER CAPITA

Alison Stegman

2005-07: SOME ECONOMETRIC ANALYSIS OF CONSTRUCTED BINARY TIME SERIES

Adrian Rodney Pagan

2005-06: A NOTE ON COMPETITIVENESS, UNIT LABOR COSTS AND GROWTH: IS "KALDOR'S PARADOX" A FIGMENT OF INTERPRETATION?

Jesus Felipe

2005-05: FINANCIAL LIBERALIZATION, FINANCIAL SECTOR DEVELOPMENT AND GROWTH: EVIDENCE FROM MALAYSIA

James B. Ang and Warwick Mckibbin

2005-03: THE INFLUENCE OF CONSUMER CONFIDENCE AND STOCK PRICES ON THE UNITED STATES BUSINESS CYCLE, 1953-2003

David L. Haugh

2005-02: A PHILLIPS CURVE FOR CHINA

Joerg Scheibe and David Vines

2004-13: CORRECTING FOR BIASES WHEN ESTIMATING PRODUCTION FUNCTIONS: AN ILLUSION OF THE LAWS OF ALGEBRA?

Jesus Felipe, Rana Hasan and John SL McCombie

2004-10: ON THE RENTAL PRICE OF CAPITAL AND THE PROFIT RATE: THE PERILS AND PITFALLS OF TOTAL FACTOR PRODUCTIVITY GROWTH

Jesus Felipe and John SL McCombie

2004-03: MODELLING GLOBAL DEMOGRAPHIC CHANGE:RESULTS FOR JAPAN

Warwick Mckibbin and Jeremy Nguyen

2004-01: LONG RUN PROJECTIONS FOR CLIMATE CHANGE SCENARIOS

Warwick Mckibbin, David Pearce and Alison Stegman